Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 20581.56 Day 40 3069.06 91-180 Days S-8 2204.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 4646.80 Day 40 136.11 <30 Days Y-1 101.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 87616.74 Day 40 10993.39 <30 Days Y-2 16888.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15913.23 Day 40 301.39 <30 Days Y-3 1042.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36302.45 Day 40 2442.35 30-90 Days Y-4 4316.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 97100.31 Day 40 5284.07 Open Z-1 9988.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21468.79 Day 40 2981.27 <30 Days A-2 678.50 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50418.98 Day 40 7064.48 <30 Days A-3 3690.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 44814.68 Day 40 2393.77 30-90 Days A-4 5621.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 14866.75 Day 40 1793.78 91-180 Days A-5 823.88 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89864.99 Day 40 2830.93 Open CB-1 13332.16 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 37520.94 Day 40 986.90 30-90 Days CB-2 7015.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 2230.14 Day 40 38.99 <30 Days CB-3 195.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91792.14 Day 40 851.24 30-90 Days E-1 10393.38 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 105735.89 Day 40 6551.55 91-180 Days E-2 15756.41 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 61796.90 Day 40 6535.49 30-90 Days G-1 2748.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25805.34 Day 40 1775.17 <30 Days G-2 328.12 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30553.45 Day 40 3015.19 30-90 Days G-3 1260.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68194.65 Day 40 3332.30 Open IG-1 7367.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 54981.16 Day 40 4593.72 30-90 Days IG-2 2414.61 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6576.22 Day 40 510.98 Open S-1 637.83 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 92513.56 Day 40 12501.94 <30 Days S-2 7463.02 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105162.63 Day 40 11123.90 91-180 Days S-3 11462.99 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77224.09 Day 40 247.92 Open S-4 10890.01 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 51172.00 Day 40 1177.28 91-180 Days S-5 5664.32 No Risk Management